+59.6%
PNR vs TRU
+228.8%
-169.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.7% |
| 7D | -6.0% | -2.7% | -3.3% | -4.8% |
| 30D | -14.0% | -2.0% | -11.9% | -13.4% |
| 3M | -21.7% | +18.4% | -40.1% | -28.1% |
| 6M | -37.3% | +8.9% | -46.1% | -40.6% |
| YTD | -45.1% | -8.9% | -36.2% | -44.1% |
| 1Y | -49.1% | -15.9% | -33.3% | -46.7% |
| 3Y | -14.8% | -1.1% | -13.8% | -21.8% |
| 5Y | -21.0% | -35.2% | +14.2% | -13.7% |
| 10Y | +64.7% | +145.3% | -80.5% | +2.4% |
| All | +59.6% | +228.8% | -169.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling